+364.6%
CBRE vs AEE
+219.0%
+145.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -2.8% | +0.6% | -3.4% | -3.1% |
| 30D | +2.2% | +8.8% | -6.6% | -2.1% |
| 3M | -10.1% | +5.1% | -15.1% | -12.4% |
| 6M | -8.0% | +5.2% | -13.1% | -10.6% |
| YTD | -17.6% | +16.1% | -33.6% | -24.4% |
| 1Y | -14.7% | +10.4% | -25.1% | -19.7% |
| 3Y | +80.4% | +63.1% | +17.2% | +36.0% |
| 5Y | +25.9% | +55.6% | -29.7% | -3.3% |
| All | +364.6% | +219.0% | +145.6% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AEE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling